• The Korean Journal of Applied Statistics
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• v.35 no.3
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• pp.347-356
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• 2022

This article is concerned with asymmetric volatility models for financial time series. A generalization of standard single-threshold volatility model is discussed via multiple-threshold in which we specialize to twothreshold case for ease of presentation. An empirical illustration is made by analyzing S&P500 data from NYSE (New York Stock Exchange). For comparison measures between competing models, parametric bootstrap method is used to generate forecast distributions from which summary statistics of CP (Coverage Probability) and PE (Prediction Error) are obtained. It is demonstrated that our suggestion is useful in the field of asymmetric volatility analysis.

• Proceedings of the Korean Operations and Management Science Society Conference
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• 2005.05a
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• pp.866-872
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• 2005

본 연구는 비축출형 우선순위 2-계층 대기행렬을 다룬다. 각 계층별 고객들은 마코비안 도착과정(Markovian arrival process, MAP)에 의하여 시스템에 도착하고, 각 계층마다 고유의 임계점을 갖는다. 시스템 내에 고객들이 존재하지 않으면 서어버는 유휴해지고 어느 계층이든지 상관없이 계층에 부여된 임계점에 먼저 도달하면 서어버는 서비스를 시작한다. 우선순위가 높은 고객들을 먼저 서비스하는 비축출형 우선순위 서비스규칙을 따른다. 본 연구에서는 각 계층별 고객들의 대기시간분포에 대한 라플라스(Laplace-Stieltjes) 변환과 평균 대기시간을 유도한다.

• Journal of Industrial Technology
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• v.18
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• pp.61-67
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• 1998

이 논문에서는 Diruchlet 경계 조건을 갖는 비선형 타원형 방정식 $-{\Delta}u+g(u)=f(x)$의 해의 존재에 대한 연구를 하였다. 존재하는 해의 다중성을 증명하기 위하여 임계점 이론과 롤의 정리를 사용하였으며, 대응되는 범함수에 따라서 방정식의 해와 임계점이 동시에 나타난다는 정리를 이용하였다. 이 때 $g(u)=bu^+-au^-$으로 나타날 때 외력항 (방정식의 우변)의 상수로 주어지는 경우 적어도 두 개의 해가 존재한다는 것을 증명하였다. 만약 우변(외력항)의 상수가 음수이거나 0인 경우이 방정식의 해가 존재하지 않거나 자명한 해만 존재하기 때문에 상수는 양수인 것으로 가정하였다.

• The Journal of the Acoustical Society of Korea
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• v.25 no.7
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• pp.333-338
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• 2006

This paper proposes an improved do-noising method using multi-thresholding function based on translation-invariant (W) wavelet proposed by Donoho et al. for underwater radiated noise measurement. The traditional wavelet thresholding de-noising method causes Pseudo-Gibbs phenomena near singularities due to discrete wavelet transform. In order to suppress Pseudo-Gibbs Phenomena, a do-noising method combining multi-thresholding function with the translation-invariant wavelet transform is proposed in this paper. The multi-thresholding function is a modified soft-thresholding to each node according to the discriminated threshold so as to reject かon external noise and white gaussian noise. It is verified by numerical simulation. And the experimental results are confirmed through sea-trial using multi-single sensors.

• The Korean Journal of Applied Statistics
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• v.35 no.1
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• pp.63-75
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• 2022

This paper proposes the so-called MOSUM-based sparse projection method for change points detection in high-dimensional time series. Our method is inspired by Wang and Samworth (2018), however, our method improves their method in two ways. One is to find change points all at once, so it minimizes sequential error. The other is localized so that more robust to the mean changes offsetting each other. We also propose data-driven threshold selection using block wild bootstrap. A comprehensive simulation study shows that our method performs reasonably well in finite samples. We also illustrate our method to stock prices consisting of S&P 500 index, and found four change points in recent 6 years.

• Journal of Korea Multimedia Society
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• v.14 no.4
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• pp.481-493
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• 2011

As the development of mobile devices, mobile phones are equipped with many features. Video-call feature is one of them. In this paper, we present distance measurement between speaker and smart-phone using multiple color spaces and multiple thresholds. first, detect face based on skin color information. and second, measure distance between speaker and smart-phone using the detected face region. Especially, the first considering point in the development of face area detection is real-time processing and the second point is robustness to solve the problems of face detection errors due to rapid change of object movement, lighting and background between adjacent frames.

• Journal of the Korean Association of Geographic Information Studies
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• v.22 no.1
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• pp.129-139
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• 2019

Mapping urban areas using the earth observation satellites is useful for monitoring urban expansions and measuring urban developments. In this research, the different thresholds for detecting the urban areas separately from the remote-sensing index images (normalized-difference built-up index(NDBI) and urban index(UI) images) generated from the Landsat-8 image acquired in Daegu, South Korea were evaluated through the following steps: (1) the NDBI and UI images were separately generated from the given Landsat-8 image; (2) the different thresholds (-0.4, -0.2, and 0) for detecting the urban areas separately from the NDBI and UI images were evaluated; and (3) the accuracy of each detected urban area was assessed. The experiment results showed that the threshold -0.2 had the best performance for detecting the urban areas from the NDBI image, while the threshold -0.4 had the best performance for detecting the urban areas from the UI image. Some misclassification errors, however, occurred in the areas where the bare soil areas were classified into urban areas or where the high-rise apartments were classified into other areas. In the future research, a robust methodology for detecting urban areas, including the various types of urban features, with less misclassification errors will be proposed using the satellite images. In addition, research on analyzing the pattern of urban expansion will be carried out using the urban areas detected from the multi-temporal satellite images.

• Korean journal of communication and information
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• v.58
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• pp.154-177
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• 2012

Considering the growing importance of TV favorite channel setting function due to the rapid increase of number of TV channels, this study tried to find factors which affect the attitude toward and intention to use the favorite channel setting function. As related theories, this study used theory of diffusion of innovation, channel repertoire, channel changing behaviors, and social influences and suggested research hypotheses and questions based on the theories. After collecting data through online survey of 192 general audience, this study empirically analyzed the data by using multiple regression analysis. The result showed that innate innovativeness, relative advantage and social critical mass affected attitude toward using the favorite channel setting function and that compatibility, visibility, social critical mass influenced intention to use the function.

• Journal of the Korean Society for Precision Engineering
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• v.21 no.4
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• pp.202-209
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• 2004

Quality control is essential to the final product in BGA-type PCB fabrication. So, many automatic vision systems have been developed to achieve speedy, low cost and high quality inspection. A multiple threshold selection algorithm is a very important technique for machine vision based inspection. In this paper, an inspected image is modeled by using fuzzy sets and then the parameters of specified membership functions are estimated to be in maximum fuzzy entropy with the probability of the fuzzy sets, using the exhausted search method. Fuzzy c-partitions with the estimated parameters are automatically generated, and then multiple thresholds are selected as the crossover points of the fuzzy sets that form the estimated fuzzy partitions. Several experiments related to flip chip BGA images show that the proposed algorithm outperforms previous ones using both entropy and variance, and also can be successfully applied to AVI systems.

• 한국벤처창업학회:학술대회논문집
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• 2019.04a
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• pp.103-107
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• 2019

최근 에어비앤비나 우버와 같은 협력적 소비 기반의 비즈니스모델을 가진 공유경제가 성장하고 있다. 본 논문은 공유경제에 대한 개념을 정의하고, 이용의도에 미치는 영향을 분석하였다. 본 논문은 경제적, 기능적, 경험적, 사회적 가치를 포함한 4가지 지각된 가치와 주관적 규범, 이미지, 사회적 임계점을 구성하는 3가지 사회적 영향이 공유경제 이용의도에 미치는 영향을 알아보고 신뢰와 사회적 규범, 네트워크와 사회구조를 포함한 사회적자본의 조절효과에 관심을 두고 있다. 가설을 검증하고자 온라인과 오프라인에서 설문조사를 실시하였고, 지각된 가치와 사회적 영향이 공유경제 이용의도에 미치는 영향을 알아보고자 변수별로 다중회귀분석을 실시하였다. 또한 사회적자본의 조절효과를 알아보기 위하여 위계적인 회귀분석을 실시하였다. 다중회귀분석 결과는 다음과 같다. 지각된 가치 중 경제적, 경험적 가치는 공유경제 이용의도에 영향을 미치는 것으로 나타났다. 위계적인 회귀분석의 결과에서 사회적자본은 지각된 가치와 사회적 영향의 공유경제 이용의도 관계에 있어 조절적인 영향을 미치는 것으로 나타났다. 본 연구는 지각된 가치를 통합적 분석, 기존 공유경제 연구에서 자주 다뤄지지 않았던 사회적 영향과 사회적자본의 요인을 다룬 점에 의미가 있지만, 설문조사 결과의 한계가 있었기에 향후 새로운 연구 방향성을 제시할 수 있다.